Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51682.73 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48483.67 Kr¶

PnL: ---------------------------------------> -603.9 Kr¶

DD now: ---------------------------------> -0.504 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:28:44.059287'

Anic Portfolio¶

Today¶

Return: 0.084 %¶

This Week¶

Return: 8.743 %¶

Total¶

Return: 69.196 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.130000 802.800000 129.800000 19.290000 673.000000
Nordea Bank Abp 29 1.100000 3570.480000 116.480000 3.370000 3453.999992
HEBA B 70 2.090000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 1.330000 3462.400000 85.400000 2.530000 3377.000000
Swedbank A 3 2.450000 615.900000 51.900000 9.200000 564.000000
Resurs Holding 22 1.080000 617.980000 43.980000 7.660000 573.999998
AcadeMedia 12 1.260000 598.800000 41.800000 7.500000 557.000004
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.630000 386.100000 31.100000 8.760000 355.000000
Intrum 4 3.080000 556.000000 29.000000 5.500000 527.000000
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 1.990000 583.440000 13.440000 2.360000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -2.200000 559.650000 -2.350000 -0.420000 562.000005
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Corem Property Group B 59 1.520000 572.300000 -4.700000 -0.810000 576.999999
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.550000 512.590000 -21.410000 -4.010000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -0.950000 540.200000 -33.800000 -5.890000 574.000000
Vivesto 1368 -0.290000 559.240000 -53.760000 -8.770000 612.999432
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.100000 1842.500000 -146.500000 -7.370000 1989.000002
Axfood 15 -3.830000 3879.000000 -421.000000 -9.790000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48479.960000 -607.610000 -0.51085% 49087.564636

Updated:¶

'2023-02-01 11:28:20.556135'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶